Interest Rate Swaps (Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended
	Mar. 31, 2013 Swap	Mar. 31, 2012	Mar. 31, 2013 Swap
Summary of Derivative Instruments by Risk Exposure [Line Items]
Number of interest rate swap agreements	5		5
Notional amount of interest rate swap agreements	$ 50,000,000		$ 50,000,000
Unrealized loss recognized in OCI	500,000		800,000
Loss reclassified from AOCI into income	400,000		900,000
Interest rate cash flow hedge loss to be reclassified during next 12 months	1,700,000		1,700,000
Gain (loss) on interest rate fair value hedge ineffectiveness	0	(400,000)
3.4% Interest Rate Swaps Due 2014 [Member]
Summary of Derivative Instruments by Risk Exposure [Line Items]
Outstanding credit facility	$ 250,000,000		$ 250,000,000
Interest rate fixed as result of interest rate swap hedges			3.40%